+1,964.5%
SO vs BB
+325.9%
+1,638.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -0.1% | +11.6% | -11.7% | -0.3% |
| 30D | +8.7% | +2.6% | +6.1% | +8.6% |
| 3M | +3.4% | +3.5% | -0.1% | +3.2% |
| 6M | +3.7% | +43.5% | -39.8% | +2.7% |
| YTD | +10.0% | +141.2% | -131.1% | +7.8% |
| 1Y | +6.6% | +97.4% | -90.8% | +4.8% |
| 3Y | +52.5% | +151.1% | -98.6% | +48.2% |
| 5Y | +76.1% | -12.8% | +88.8% | +73.6% |
| 10Y | +194.9% | +27.5% | +167.4% | +182.3% |
| All | +1,964.5% | +325.9% | +1,638.6% | +2,047.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling